+165.7%
SLV vs FTV
+2.3%
+163.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.3% | -4.5% | +4.2% | +0.8% |
| 30D | +6.7% | -7.1% | +13.7% | +8.6% |
| 3M | -10.7% | -7.2% | -3.5% | -9.3% |
| 6M | -20.6% | -1.5% | -19.1% | -20.7% |
| YTD | -7.1% | +3.5% | -10.6% | -8.5% |
| 1Y | +62.0% | +20.3% | +41.6% | +53.9% |
| 3Y | +169.8% | -3.1% | +172.9% | +166.8% |
| All | +165.7% | +2.3% | +163.4% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling